+13.8%
ORCL vs VLO
+236.1%
-222.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | +8.0% | +9.6% | -1.7% | +6.8% |
| 30D | -4.0% | -17.4% | +13.4% | -2.2% |
| 3M | -19.5% | +10.8% | -30.2% | -20.9% |
| 6M | -33.5% | +56.9% | -90.4% | -37.7% |
| YTD | -34.8% | +136.8% | -171.6% | -43.5% |
| 1Y | -41.6% | +120.7% | -162.3% | -48.7% |
| 3Y | +13.8% | +231.9% | -218.2% | -18.0% |
| All | +13.8% | +236.1% | -222.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling